+59.6%
FCX vs RTX
+28.8%
+30.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -4.9% | -5.2% | +0.3% | -3.6% |
| 30D | +4.8% | -9.4% | +14.2% | +7.2% |
| 3M | +4.6% | +12.3% | -7.7% | -0.6% |
| 6M | +10.8% | -3.1% | +13.9% | +10.6% |
| YTD | +44.2% | +10.7% | +33.5% | +37.3% |
| 1Y | +59.6% | +28.4% | +31.1% | +37.8% |
| All | +59.6% | +28.8% | +30.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling